+131.7%
NVS vs OUST
-60.6%
+192.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +2.5% | +31.9% | -29.4% | +2.4% |
| 30D | +13.6% | -4.2% | +17.8% | +13.5% |
| 3M | +4.1% | -9.3% | +13.4% | +4.1% |
| 6M | +11.8% | +51.7% | -39.9% | +11.0% |
| YTD | +22.0% | +76.6% | -54.6% | +21.0% |
| 1Y | +32.3% | +48.9% | -16.6% | +31.2% |
| 3Y | +93.6% | +675.3% | -581.7% | +88.6% |
| 5Y | +136.7% | -44.0% | +180.7% | +131.5% |
| All | +131.7% | -60.6% | +192.3% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling